A lower bound for the risk of classes of shrinkage estimators ina general multivariate estimation problem and some deduced estimators (Q3473117)
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scientific article; zbMATH DE number 4141123
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| English | A lower bound for the risk of classes of shrinkage estimators ina general multivariate estimation problem and some deduced estimators |
scientific article; zbMATH DE number 4141123 |
Statements
A lower bound for the risk of classes of shrinkage estimators ina general multivariate estimation problem and some deduced estimators (English)
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1989
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quadratic risk
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minimaxity
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shrinkage estimators
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elliptically symmetric distribution
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0.8266525268554688
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0.8208080530166626
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0.8122065663337708
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0.8121849298477173
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0.8115163445472717
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